Testing exchangeability of multivariate distributions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F23%3A00583578" target="_blank" >RIV/67985556:_____/23:00583578 - isvavai.cz</a>
Alternative codes found
RIV/67985807:_____/23:00559538
Result on the web
<a href="https://www.tandfonline.com/doi/full/10.1080/02664763.2022.2102158" target="_blank" >https://www.tandfonline.com/doi/full/10.1080/02664763.2022.2102158</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/02664763.2022.2102158" target="_blank" >10.1080/02664763.2022.2102158</a>
Alternative languages
Result language
angličtina
Original language name
Testing exchangeability of multivariate distributions
Original language description
lthough there have been a number of available tests of bivariate exchangeability, i.e. bivariate symmetry for bivariate distributions, the literature is void of tests whether a multivariate distribution with more than two dimensions is exchangeable or not. In this paper, multivariate permutation tests of exchangeability of multivariate distributions are proposed, which are based on the non-parametric combination methodology, i.e. on combining non-parametric bivariate exchangeability tests. Numerical experiments on real as well as simulated multivariate data with more than two dimensions are presented here. The multivariate permutation test turns out to be typically more powerful than a bivariate exchangeability test performed only over a single pair of variables, and also more suitable compared to tests exploiting the approaches of Benjamini–Yekutieli or Bonferroni.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Applied Statistics
ISSN
0266-4763
e-ISSN
1360-0532
Volume of the periodical
50
Issue of the periodical within the volume
15
Country of publishing house
GB - UNITED KINGDOM
Number of pages
15
Pages from-to
3142-3156
UT code for WoS article
000830637300001
EID of the result in the Scopus database
2-s2.0-85134794382